← All authors Iason Kynigakis University College Dublin (per OpenAlex) · OpenAlex
7 papers in scope · 5 published · 1 on the econ.EM arXiv · 102 citations · h-index 3 (over the papers listed here)
Papers (2 of 7)
working paper 2026 · arXiv
Asset allocation with factor-based covariance matrices
published 2025 · European Journal of Operational Research · 2 citations
with Thomas Conlon, John Cotter
Modeling the distribution of key economic indicators in a data-rich environment: new empirical evidence
published 2025 · Journal of the Operational Research Society · 3 citations · first circulated 2023
with Ekaterini Panopoulou
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models
published 2021 · Journal of Applied Econometrics · 12 citations
with Ekaterini Panopoulou
working paper 2021 · arXiv · 3 citations
with Thomas Conlon, John Cotter
Contagion across US and European financial markets: Evidence from the CDS markets
published 2019 · Journal of International Money and Finance · 52 citations
with Nicholas Apergis, Christina Christou
Detecting Bubbles in the US and UK Real Estate Markets
published 2019 · The Journal of Real Estate Finance and Economics · 30 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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